+535.2%
P vs MOH
+211.7%
+323.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +11.6% | +0.2% | +11.4% | +11.6% |
| 30D | -23.7% | +0.1% | -23.8% | -23.8% |
| 3M | -8.0% | +1.8% | -9.8% | -8.5% |
| 6M | +27.9% | +9.1% | +18.8% | +25.6% |
| YTD | +61.2% | +20.7% | +40.4% | +53.4% |
| 1Y | +28.6% | +51.3% | -22.7% | +17.8% |
| 3Y | +200.5% | -42.0% | +242.5% | +209.5% |
| 5Y | +282.9% | -33.1% | +316.1% | +274.9% |
| 10Y | +665.9% | +340.8% | +325.1% | +445.0% |
| All | +535.2% | +211.7% | +323.5% | +360.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling